calculate-correlation

Calculates the correlation coefficient of two arrays. Simple, with no dependencies

v1.2.3 URL: https://unpkg.com/calculate-correlation@1.2.3/index.js

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math statistics correlation correlation-coefficient pearson-correlation arrays

spearman-rho

Spearman's rank correlation coefficient

v1.0.6 URL: https://unpkg.com/spearman-rho@1.0.6/spearman-rho.js

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Spearman rank correlation coefficient

@stdlib/stats-incr-pcorr

Compute a sample Pearson product-moment correlation coefficient.

v0.2.2 URL: https://unpkg.com/@stdlib/stats-incr-pcorr@0.2.2/lib/index.js

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stdlib stdmath statistics stats mathematics math covariance sample covariance variance unbiased var correlation corr pearson product-moment bivariate incremental accumulator

@stdlib/stats-incr-pcorr2

Compute a squared sample Pearson product-moment correlation coefficient.

v0.2.2 URL: https://unpkg.com/@stdlib/stats-incr-pcorr2@0.2.2/lib/index.js

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stdlib stdmath statistics stats mathematics math covariance sample covariance variance unbiased var correlation corr pearson product-moment r-squared r2 value bivariate incremental accumulator

@stdlib/stats-incr-apcorr

Compute a sample absolute Pearson product-moment correlation coefficient.

v0.2.2 URL: https://unpkg.com/@stdlib/stats-incr-apcorr@0.2.2/lib/index.js

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stdlib stdmath statistics stats mathematics math covariance sample covariance variance unbiased var correlation corr pearson product-moment abs absolute value bivariate incremental accumulator